We show that the set of m×m complex skew-symmetric matrix polynomials of odd grade d, i.e., of degree at most d, and (normal) rank at most 2r is the closure of the single set of matrix polynomials with the certain, explicitly described, complete eigenstructure. This complete eigenstructure corresponds to the most generic m×m complex skew-symmetric matrix polynomials of odd grade d and rank at most 2r. In particular, this result includes the case of skew-symmetric matrix pencils (d=1).